First Order Differential Equations

Introduction
An equation in the form of (but not limited to) is called a first order
differential equation.

Example:
1.

2.

3.

4.

5.

Solution of the first order differential equations

To solve first order differential equations , means to find a function

such that the equation is true.

In general, there always contains an arbitrary constant in the general solution of a first
order ODE. The arbitrary constant can be figured out if the initial condition is given. The
solution of the equation that subjected to initial conditions is called the particular
solution.

In this course, we shall learn how to solve five types of the first order ODE.

Type 1: Equations of the form

This type of equations can be solved by direct integrating both sides of the equation with
respect to ‘x’.
Example:
1) Find the general solution of .

Solution:

Example:
Find the particular solution of subject to initial condition

Solution:

Type 2: Equation of the form

Obviously, this type of equations cannot be solved by direct integration because there are
’y’ dependent function on the right hand side (RSH). But since the RSH can be factored
into two functions where each of them only involve one variable, therefore it can be
solved by a method called separating the variables. This is done by moving all the terms
involved ‘x’ to the left and leave all the terms involve ‘y’ to the right hand side, and then
perform the integration on both side.

Example:

Solve

Solution:

Example:
Solve the equation subject to initial condition .
Solution:

Given that ,
Example:
Solve the equation subject to initial condition .
Solution:

Example:
Solve the equation .
Solution:
Example:
Solve the equation .
Solution:

Type 3: Homogeneous Equations

If the of the equation cannot be written as , we cannot
separate the equation to different side according to the factors of x and y. Therefore,
alternative methods are required to solve other types of equations.
Let consider homogeneous equations in this section.

One of the ways to recognize homogeneous equation is by looking at the “total degree”
of each terms in the of a differential equation . If the “total degree”
of each term is the same, then the equation is a homogeneous equation.

Homogeneous equations can be transform into the equation of type 2 (which mean, can
be solved by separating of variables) by substituting , where v is a function of x.

The whole process of solving homogenous equation can be summarized into the
following 4 steps:

a) Substituting
b) Obtain for (i) and substitute into the original differential equation
c) Simplify and separate the variables before solving the equation by integration
d) Finally, change the variable v back to to get the general solution

Example:

Solution:
Example:
Solve .
Solution:
Example:
Solve .
Solution:
Example:

Solve .

Solution:
Exercise:
Solve the differential equations.
1)

2)

Answer:
1)
2)

Type 4: Linear equation

An linear equation is an equation of the form , where are functions
of ‘x’.
This type of equations can be solved by multiplying the so called integrating factor (IF)
on both side of the equation and then integrate them accordingly.

The integrating factor (IF) is given by

The derivation of integrating factor is in the appendix.

Example:
Solve
Solution:
Compare to
.
The integration factor would be,

Multiply IF to the both sides of the equation,

Example:
Solve .
Solution:
Compare to

.
The integration factor would be,

Multiply IF to the both side of the equation,

*Note: The solution of the equation always has the form of

From now on, we will direct use this formula rather than by starting with multiplying the
integrating factor to the both sides of the equation as previously did.

Example:
Solve .
Solution:

Example:
Solve .
Solution:

Example:
Solve .
Solution:

Example:
Solve .
Solution:

Example:
Find the particular solution for , given that when .
Solution:
Type 5: Bernoulli’s Equation
An equation is called a Bernoulli’s equation if it has the form:

This type of equation can be transformed to linear equation in terms of “z” by the
following substitution:

The ‘new’ equations in terms of ‘z’ is linear and have the form:

It can be solved by the method for linear equation (type 4).

The procedures of solving this type of equations are summarized as below:

1): Divide both sides of by , get

(5.1)

2) Let , then , then Multiply (5.1) with , get

(5.2)
By using new variables, (5.2) can be written as

where and are functions of ‘x’.

3) Solve by using the Integrating Factor like the linear equation to
obtain the general solution.

Example:
Solve .
Solution:
Divide both sides by :

Let ,

Example:
Solve .
Solution:
Rearrange the equation in the general form:
 Divide both sides by :

Example:
Solve .
Solution:
Example:
Solve .
Solution:
Applications of First Order ODE
There are many applications of first order ODE. We shall discuss 3 applications in this
course.

Growth and Decay Problems

Let denote the amount of substance that is either growing or decaying. If we
assume that the rate of which the amount of substance growth or decay at certain time
is proportional to the total amount at the time, then, in terms of ODE, it can be express
as,

where k is the constant of proportionality.

Example:
A bacteria culture is known to grow at a rate proportional to the amount present.
After one hour, 1000 strands of the bacteria are observed in the culture; and after four
hours, 3000 strands. Find
(a) an expression for the approximate number of strands of the bacteria present in the
culture at any time t
(b) the approximate number of stands of bacteria originally in the culture.

Solution:
(a)
(b)

Example:
The rate of decay of a radioactive substance is proportional to the amount N
remaining at any instant. The half-life of is 5730 years. If a fossilized bone
contain 15% of the original amount of radioactive carbon, what is its age?

Solutiopn:
Note: A single differential equation can serve as a mathematical model for many different
phenomena. As illustrated above, the differential equation for growing and decaying both
are the same in structures, only that for growing, k is positive while for decaying, k is
negative.

Newton’s law of cooling

Let denote the temperature of the body and let denote the temperature difference
between the body and its surrounding medium. Newton’s law of cooling, which is
equally applicable to heating, states that the time rate of change of the temperature of a
body, is proportional to the temperature difference between the body and its
surrounding medium. In terms of ODE, its can be expressed as

Where k is the constant of proportionality.

Example:
A copper ball is heated to a temperature of . Then at time it is placed in
water that is maintained at a temperature of . At the end of 3 minutes the
temperature of the ball is reduced to . Find the time at which the temperature of
the ball is . Assuming the rate of change of temperature, T of the ball is
proportional to the difference between T and the temperature of the surrounding
medium.

Solution:
The assumption (which stated in bold italic font) can be expressed as
APPENDIX
Derivation of Integrating Factor:
Consider: ......................(20)
where P and Q are functions of x.
Multiply (20) with F, where F is a function of x.
......................(21)
By differentiating Fy,
......................(22)
By comparing the LHS of (21) with the RHS of (22)

By separating the variables,

 is called the integrating factor for .
Substitute into (2)